1. Show that E (aX + bY) = aE (X) + bE (Y), where X, Y are random variables, a and b are constants. (You should specify

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1 Show That E Ax By Ae X Be Y Where X Y Are Random Variables A And B Are Constants You Should Specify 1 (104.55 KiB) Viewed 19 times

1. Show that E (aX + bY) = aE (X) + bE (Y), where X, Y are random variables, a and b are constants. (You should specify what expectation rule(s) you use to get to the next step.) 2. Show that Var (X) = E(X²) — µ². 3. Show that Cov(X, Y) = E(XY) — μxμy, where X, Y are random variables. 4. Show that, by using Assumptions SLR.1 through SLR.4, E(Â₁) = ß₁.